Pages that link to "Item:Q4569588"

The following pages link to ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588):

Displaying 15 items.

• A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
• Estimation of partial differential equations with applications in finance (Q295399) (← links)
• Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• Learning interacting particle systems: Diffusion parameter estimation for aggregation equations (Q4630566) (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)